+200.3%
PWR vs CPRT
-25.6%
+225.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +3.6% | +2.2% | +1.4% | +3.2% |
| 30D | -8.6% | +16.6% | -25.2% | -10.9% |
| 3M | -13.2% | +9.6% | -22.8% | -14.8% |
| 6M | +9.9% | -11.1% | +21.0% | +15.7% |
| YTD | +48.0% | -13.9% | +61.9% | +56.9% |
| 1Y | +66.2% | -32.5% | +98.7% | +97.9% |
| All | +200.3% | -25.6% | +225.9% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling